I think my favorite is what I call a sit-down shower. It's what it sounds like; I turn the shower on but instead of standing I sit on the floor of the tub. Then the water feels like rain. I prefer the temperature lukewarm to hot, so not exactly like rain, but it's similar enough that it's calming.

I also really like incense. My old roommate hate this rose scented one and it was always so calming. I don't have incense in my new apartment yet but maybe I will get some.